i am working on adding a scaling-in component to my entries. in my approach, i define a starting point and an ending point of scaling-in and a...
CPTrader - yes, i think we are talking about the VIX futures - the volume runs 1,500-3,000+ contracts a day and the spread tends to be around 1...
ok, so people roll to the outer months or prefer outer months to prevent the erosion of premium in the front month contract..., makes sense,...
hi riskarb - what a journal, what sexy trades, almost makes me feel like my futures trading is so routine compared with all this exotic stuff :D...
also, all the action is in the calls, the OI is 5x-10x+ greater than in the puts for most strikes - i guess it's a reflection of the current...
it seems the volumes are running pretty decent in the vix options... - i have taken a look at a couple of papers on valuation methodologies...
excellent link, i have seen these before, but not used them, i have gotten used to cboe's chain format, so was looking for something more like...
i can't find it on their website - i am looking for volume and open interest - i have registered for myCME but still can't find the info there,...
yes, there are plenty of broad-based etf's and also some sector-based ones - you will have to go to each exchange's website to get the details -...
excellent thread - can one of you folks or anyone else speculate as to which area of trading was the largest contributor to Goldman's $16 billion...
thanks, folks, really appreciate the feedback - i have looked up a couple of older threads and it looks like people used to have problems logging...
can anyone comment on the performance with / without SSL, is there any significant difference with order executions? i'd like to switch to SSL but...
yes, i have gone through a few different color combinations in the last few years and it seems that this one is the most comfortable for my...
i don't gauge s&p on the support/resistance basis, i have found it very tough with this mother-of-all indices - looking at this downward trend in...
hey duard - here's my take on longer term volatility trends (see the attached chart) - currently i don't see a turn up at all, it may take a while...
ok - i have dug around a little bit but not found any material discussing / comparing the alternative tradable commodity indices in any...
have you looked at other commodity index products? what are the pro's and con's of RICI vs others? - i have looked around a bit but have not been...
interesting points - here is what i am guessing: the order book has to be balanced on average, i.e. the total bids = the total offers, most of the...
chart.
i took a look at this some time ago - i think my vendor's data is from yahoo - i simply took an average of 21-day (i.e. monthly) volatility during...
Separate names with a comma.